+12,040.8%
AJG vs SWK
+1,275.2%
+10,765.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +4.6% | -5.7% | +10.4% | +6.0% |
| 3M | +24.9% | +24.1% | +0.8% | +18.1% |
| 6M | +17.2% | +24.7% | -7.5% | +10.0% |
| YTD | +2.2% | +33.9% | -31.8% | -6.0% |
| 1Y | -11.5% | +34.7% | -46.2% | -19.0% |
| 3Y | +16.7% | +15.3% | +1.4% | +6.7% |
| 5Y | +89.6% | -39.3% | +128.9% | +98.1% |
| 10Y | +512.4% | +2.5% | +509.9% | +439.8% |
| All | +12,040.8% | +1,275.2% | +10,765.6% | +6,574.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling